Surely somebody has noticed this already. This is too obvious. This is like "Joseph Harker was a set designer at the Savoy Theatre" obvious.
André Castaigne was a French artist and illustrator who worked in America from 1890 to 1895, then returned to Paris the same year that Robert W. Chambers published The King in Yellow. His time in Paris overlapped Chambers' (RWC moved to Paris in 1886 to study art), he and Chambers were both regularly published in American magazines such as Harper's and Collier's, and he illustrated The Maids of Paradise, one of Chambers' early (1902) novels. I don't think it's at all a stretch to say Chambers took the name of Hildred Castaigne, the protagonist of "Repairer of Reputations," from his acquaintance (Paris drinking buddy? Fellow Hastur cultist?) André Castaigne.
But I can't find any mention of the connection on the Net, and Joshi doesn't mention it in the Chaosium omnibus of Chambers' weird fiction he edited, and it's not like Joshi to leave out something just because it's obvious. So yeah, maybe I've actually contributed something to Chambers scholarship, and future generations of academe will have to figure out how to cite a LiveJournal entry.
If I'd been curious about the name "Castaigne" before this, maybe I could have given the future generations a hand with the citation by mentioning this tidbit in my Foreword to New Tales of the Yellow Sign by our very own robin_d_laws. But I wasn't. I'm just amazed that apparently nobody else was, either.
There was also a Bishop of Saluces named Gabriel de Castaigne, who published at least four alchemical treatises (including L'Or Potable, for those looking for a yellow signifier) between c. 1600 and c. 1615, but that seems like more of a stretch.